CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 17-May-2023

Day Change Summary
	Previous	Current
	16-May-2023	17-May-2023	Change	Change %	Previous Week
Open	0.7446	0.7436	-0.0011	-0.1%	0.7496
High	0.7478	0.7460	-0.0018	-0.2%	0.7526
Low	0.7431	0.7407	-0.0024	-0.3%	0.7392
Close	0.7443	0.7452	0.0010	0.1%	0.7394
Range	0.0047	0.0053	0.0006	12.8%	0.0135
ATR	0.0044	0.0045	0.0001	1.5%	0.0000
Volume	628	291	-337	-53.7%	1,565

Daily Pivots for day following 17-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7599	0.7578	0.7481
R3	0.7546	0.7525	0.7467
R2	0.7493	0.7493	0.7462
R1	0.7472	0.7472	0.7457	0.7483
PP	0.7440	0.7440	0.7440	0.7445
S1	0.7419	0.7419	0.7447	0.7430
S2	0.7387	0.7387	0.7442
S3	0.7334	0.7366	0.7437
S4	0.7281	0.7313	0.7423

Weekly Pivots for week ending 12-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7841	0.7752	0.7468
R3	0.7706	0.7617	0.7431
R2	0.7572	0.7572	0.7419
R1	0.7483	0.7483	0.7406	0.7460
PP	0.7437	0.7437	0.7437	0.7426
S1	0.7348	0.7348	0.7382	0.7326
S2	0.7303	0.7303	0.7369
S3	0.7168	0.7214	0.7357
S4	0.7034	0.7079	0.7320

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7501	0.7392	0.0110	1.5%	0.0054	0.7%	55%	False	False	279
10	0.7526	0.7355	0.0171	2.3%	0.0051	0.7%	57%	False	False	309
20	0.7526	0.7337	0.0189	2.5%	0.0044	0.6%	61%	False	False	253
40	0.7534	0.7264	0.0270	3.6%	0.0039	0.5%	70%	False	False	161
60	0.7534	0.7244	0.0290	3.9%	0.0039	0.5%	72%	False	False	174
80	0.7537	0.7244	0.0293	3.9%	0.0034	0.5%	71%	False	False	134
100	0.7537	0.7244	0.0293	3.9%	0.0032	0.4%	71%	False	False	108
120	0.7548	0.7244	0.0304	4.1%	0.0029	0.4%	69%	False	False	91

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7685
2.618	0.7599
1.618	0.7546
1.000	0.7513
0.618	0.7493
HIGH	0.7460
0.618	0.7440
0.500	0.7434
0.382	0.7427
LOW	0.7407
0.618	0.7374
1.000	0.7354
1.618	0.7321
2.618	0.7268
4.250	0.7182

Fisher Pivots for day following 17-May-2023
Pivot	1 day	3 day
R1	0.7446	0.7447
PP	0.7440	0.7441
S1	0.7434	0.7436

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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